It seems that the way Windows 8 sets up network connection types if a bit more confusing than in Windows 7 (Not surprising since EVERYTHING in Windows 8 is more confusing).

When you first set up your internet connection on install, Windows ask if you want to "Enable Sharing" to which I had responded NO. Apparently Windows 8 takes that to mean you are on a PUBLIC network and enables all the extra safeguards like it did in 7/Vista. This makes things not work right.

The solution to my problem was to open Settings, Networks from the Metro Interface NOT the control panel. Right click on my network and Enable sharing.